41 citations · 57 across the 11 of their papers we have counts for
Showing 2020Show all
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q-fin.GN2020
Supervised Machine Learning Techniques: An Overview with Applications to Banking
Linwei Hu, Jie Chen, Joel Vaughan +4
This article provides an overview of Supervised Machine Learning (SML) with a focus on applications to banking. The SML techniques covered include Bagging (Random Forest or RF), Bo…
stat.ML2020★ 5 cited
Surrogate Locally-Interpretable Models with Supervised Machine Learning Algorithms
Linwei Hu, Jie Chen, Vijayan N. Nair +1
Supervised Machine Learning (SML) algorithms, such as Gradient Boosting, Random Forest, and Neural Networks, have become popular in recent years due to their superior predictive pe…